Hi
I'm doing a Branch & Price algorithm. Instead of solving the primal
master problem, I'm solving the dual master problem, adding rows instead
of columns. In this way, I can simply post the generated columns as rows
and resolve instead of setting up the entire problem at every resolve.
Now, to do branching, I need to access the primal variables or when
solving the dual problem the values of the dual variables, in order to
check if the solution is integral and if not find constraints to branch
on. I notice that fewer dual values are returned by eplex than added
rows. This is unfortunate since I don't know which, and what the values
are of the remaining. A way around this is to setup and solve the primal
master problem in each master iteration, but again I cannot be sure to
get all the dual variables to send to the pricing problem. I hope the
conclusion is NOT that I'll have to solve both the primal and the dual
problem in each iteration, which seems a bit inefficient and cumbersome.
Alternatively, if I could be sure that all posted rows were actually
sent to the solver without any reductions from ECLiPSe, then I would
receive all dual variables of the dual master problem (the primal
variables of the primal master problem). Is that possible or do you have
any other suggestions?
'Jesper
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_______________________________________
Jesper Hansen
Ph.D. student
Telephone: (+45) 45 25 33 88
Telefax.: (+45) 45 25 26 73
E-mail: mailto:jha@imm.dtu.dk
Homepage: http://www.imm.dtu.dk/~jha/
Department of Mathematical Modelling
Building 305
Technical University of Denmark
DK-2800 Lyngby